How do I link two mirrored sides?
Actually, this can be many things: 


First try to change the merge limit value, and have a render.


If it doesn't work :


in Edit mode, while zooming at maximum, make the twins vertices (of the top of your object, for example) -one for each side or your mirrored object - the closest as possible, overlapping themselves. 
Try a Render, it should solve the pb.


If not : 


if you don't plan to have further modification on your shape, once it's finished, in Edit mode, you can apply the mirror modifier, then press A (it will select all the vertices), then W, then remove doubles, it will merge the overlapped vertices
And try a render :)